Practical options pricing for better-informed investment decisions.The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most po
Tap into the power of the most popular stochastic volatility model for pricing equity derivativesSince its introduction in 1993, the Heston model has become a popular model for pricing equity deriva
Praise for Option Pricing Models & Volatility Using Excel-VBA "Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate E